NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 5.739 5.827 0.088 1.5% 6.060
High 5.817 5.827 0.010 0.2% 6.150
Low 5.665 5.507 -0.158 -2.8% 5.782
Close 5.795 5.526 -0.269 -4.6% 5.830
Range 0.152 0.320 0.168 110.5% 0.368
ATR 0.171 0.182 0.011 6.2% 0.000
Volume 3,352 2,293 -1,059 -31.6% 16,010
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 6.580 6.373 5.702
R3 6.260 6.053 5.614
R2 5.940 5.940 5.585
R1 5.733 5.733 5.555 5.677
PP 5.620 5.620 5.620 5.592
S1 5.413 5.413 5.497 5.357
S2 5.300 5.300 5.467
S3 4.980 5.093 5.438
S4 4.660 4.773 5.350
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 7.025 6.795 6.032
R3 6.657 6.427 5.931
R2 6.289 6.289 5.897
R1 6.059 6.059 5.864 5.990
PP 5.921 5.921 5.921 5.886
S1 5.691 5.691 5.796 5.622
S2 5.553 5.553 5.763
S3 5.185 5.323 5.729
S4 4.817 4.955 5.628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.945 5.507 0.438 7.9% 0.189 3.4% 4% False True 2,480
10 6.150 5.507 0.643 11.6% 0.201 3.6% 3% False True 3,011
20 6.150 5.170 0.980 17.7% 0.174 3.1% 36% False False 2,896
40 6.150 5.170 0.980 17.7% 0.154 2.8% 36% False False 2,582
60 6.150 5.170 0.980 17.7% 0.160 2.9% 36% False False 2,382
80 6.550 5.170 1.380 25.0% 0.158 2.9% 26% False False 2,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 7.187
2.618 6.665
1.618 6.345
1.000 6.147
0.618 6.025
HIGH 5.827
0.618 5.705
0.500 5.667
0.382 5.629
LOW 5.507
0.618 5.309
1.000 5.187
1.618 4.989
2.618 4.669
4.250 4.147
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 5.667 5.714
PP 5.620 5.651
S1 5.573 5.589

These figures are updated between 7pm and 10pm EST after a trading day.

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